Title: Bayesian repulsive Gaussian mixture model with its applications to EHR
Authors: Yanxun Xu - Johns Hopkins University (United States) [presenting]
Fangzheng Xie - Johns Hopkins University (United States)
Abstract: A general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters is developed. It aims at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet process). The asymptotic results for the posterior distribution of the proposed models are derived, including posterior consistency and posterior contraction rate in the context of nonparametric density estimation. More importantly, we show that compared to the independent prior on the component centers, the repulsive prior introduces additional shrinkage effect on the tail probability of the posterior number of components, which serves as a measurement of the model complexity. In addition, an efficient and easy-to-implement blocked-collapsed Gibbs sampler is developed based on the exchangeable partition distribution and the corresponding urn model. We evaluate the performance and demonstrate the advantages of the proposed model through extensive simulation studies and real data analysis.